Mtma Dse2 End Sem 19

MTMA-UG-S5-ES-DSE2-19
RAMAKRISHNA MISSION VIVEKANANDA CENTENARY COLLEGE, RAHARA, KOLKATA

End Semester Examination 2019
Semester V
B.Sc. Mathematics Honours
Discipline Specific Elective - II
Full Marks: 50 Time: 2 hours
Attempt one question from each unit.
Unit-I
1. a) Find the m.g.f of Bin(n,p) distribution. Hence show that the Poisson distribution can
be approximated as a limiting case of binomial distribution.
b) Does a distribution exists for which ( ) | | ? Justify.
c) Let ( ). Find [( ) ].
(4 + 3) + 3 + 2 = 12
2. I.
a) Let be a discrete random variable with p.m.f
( ) ( ) ( )
Suppose that the series ∑ ( ) converges for all in an interval ( ) of real
numbers and
( )
i) is continuous in for each .
( )
ii) ∑ converges uniformly on every closed bounded subinterval of ( ).
Then prove that
( )
∑ ( ) ∑
b) Find the mean deviation about mean for the ( ) distribution.

c) Let be a continuous random variable with distribution function ( ) Find the
probability density function of ( )
5 + 5 + 2 = 12
OR
II.
a) State the properties of a distribution function. Show that it is right continuous.
b) In a certain region, the probability that the weather (rain/ no rain) on a given day will
resemble that of the previous day is , irrespective of earlier days. If the probability of
rain on the first day of a month is , find the probability of rain on day 3. (Assume
today as first day.)
c) Evaluate ∫ using the density function of normal distribution.
(2 + 3) + 5 + 2 = 12
Unit-II
3. a) In the context of a bivariate probability distribution, prove that ( | )

( | ) ( | ) , where and denote respectively the unconditional
expectation and variance of while and denote respectively the conditional
expectation and variance of given .
Page 1 of 3
b) Answer any one:

i) Suppose and have the joint p.d.f. ( ) . Find the
conditional distributions of given and given .
ii) Let, be the angle between two regression equations, then show that
with usual symbols.
c) Suppose ( ) ( ) ( ) ( ) Find the regression
coefficient of on .
5 + 5 + 2 = 12
4. a) Show that for a bivariate normal distribution, the regression of on is linear in .
b) Prove that if and are independently distributed, then the correlation coefficient
between them is zero. Is the converse true? Justify.
c) Is it possible to have ?
5 + 5 + 2 = 12
Unit-III
5. a) Let be a random variable with m.g.f. ( )| | Prove that

( ) ( ).
b) “ Height is modeled as normally distributed although it cannot take any negative
values.” –explain. (Hints: use the concept of Chebyshev’s inequality.)
c) Consider the two-state Markov chain having one-step transition matrix
( )
where Find .
d) Define recurrent and transient states with examples.
4 + 3 + 5 + 2 = 14
6. a) Suppose be i.i.d. with ( ) and ( ) . Define

̅̅̅̅ ∑ ∑ ( ̅̅̅̅) . Find a sufficient condition such that WLLN
holds for .
b) Let be a sequence of i.i.d. random variables with mean 2 and variance 4.
Which of the following are true? Justify.
i) ̅̅̅̅ →
ii) ∑ →
√ (̅̅̅̅ )
iii) → ( )
c) Let be i.i.d. with common p.d.f ( ) Define ̅̅̅̅
∑ . What is the value of → (̅̅̅̅ )
d) State the central limit theorem for independendently and identically distributed
random variables with finite variance.
5 + 5 + 2 + 2 = 14
Page 2 of 3
Unit-IV
7. a) In the context of simple random sampling of size without replacement from a

finite population of size , the sample mean ̅ ∑ is an unbiased estimator of the
population mean and ( ̅) , where is the population variance.
b) Define power of a test and the level of significance.
c) What do you mean by the sampling distribution of statistic?
(3 + 5) + 2 + 2 = 12
8. a) Based on sample of size from a Poisson distribution with parameter , find a

consistent estimator of .
b) “Null hypothesis is rejected means it is actually false.”- Justify.
c) Let be i.i.d. ( ) variables. Define if and
otherwise, Find the MLE of based on .
d) Let ( ). Does there exist an unbiased estimator of ?
3 + 3 + 4 + 2 = 12
Page 3 of 3

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MTMA-UG-S5-ES-DSE2-19

RAMAKRISHNA MISSION VIVEKANANDA CENTENARY COLLEGE, RAHARA, KOLKATA

b) Find the mean deviation about mean for the ( ) distribution.

3. a) In the context of a bivariate probability distribution, prove that ( | )

b) Answer any one:

5. a) Let be a random variable with m.g.f. ( )| | Prove that

6. a) Suppose be i.i.d. with ( ) and ( ) . Define

7. a) In the context of simple random sampling of size without replacement from a

8. a) Based on sample of size from a Poisson distribution with parameter , find a

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